Bandwidth choice for hazard rate estimators from left truncated and right censored data

Liuquan Sun

Statistics & Probability Letters, 1997, vol. 36, issue 2, 101-114

Abstract: In this paper, two types of kernel based estimators of hazard rate under left truncation and right censorship are considered. An asymptotic representation of the integrated squared error for both estimators is obtained. Also it is shown that the bandwidth selected by the data-based method of least squares cross-validation is asymptotically optimal in a compelling sense.

Keywords: Left; truncation; right; censorship; Hazard; rate; estimation; Asymptotic; representation; Cross-validation; Optimal; bandwidth (search for similar items in EconPapers)
Date: 1997
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